Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric Reviews 30 (2011) 1, pp. 88-108
This article is a survey of the main results on the central limit theorem (CLT) and its invariance principle (IP) for mixing sequences that have been obtained in the probabilistic literature in the last fifty years or so with a view towards econometric applications. Each of these theorems...